Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Stock Market Volatility Spillovers in G7 and BRIC
Ping Zhang, Yezhou Sha, Yifan Xu
Emerging Markets Finance and Trade (2021) Vol. 57, Iss. 7, pp. 2107-2119
Closed Access | Times Cited: 55

Showing 1-25 of 55 citing articles:

Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness
Mabruk Billah, Sitara Karim, Muhammad Abubakr Naeem, et al.
Research in International Business and Finance (2022) Vol. 62, pp. 101680-101680
Closed Access | Times Cited: 98
Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
Jinxin Cui, Aktham Maghyereh
International Review of Financial Analysis (2023) Vol. 86, pp. 102520-102520
Closed Access | Times Cited: 72
Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic
Sun‐Yong Choi
Economic Analysis and Policy (2021) Vol. 73, pp. 179-193
Open Access | Times Cited: 56
Spillovers and contagion between BRIC and G7 markets: New evidence from time-frequency analysis
Samuel Kwaku Agyei, Peterson Owusu, Ahmed Bossman, et al.
PLoS ONE (2022) Vol. 17, Iss. 7, pp. e0271088-e0271088
Open Access | Times Cited: 43
Return and volatility spillovers among global assets: Comparing health crisis with geopolitical crisis
Muhammad Abubakr Naeem, Foued Hamouda, Sitara Karim, et al.
International Review of Economics & Finance (2023) Vol. 87, pp. 557-575
Closed Access | Times Cited: 24
Quantile and asymmetric return connectedness among BRICS stock markets
Kingstone Nyakurukwa, Yudhvir Seetharam
The Journal of Economic Asymmetries (2023) Vol. 27, pp. e00303-e00303
Closed Access | Times Cited: 22
International trade network and stock market connectedness: Evidence from eleven major economies
Kefei You, V.L. Raju Chinthalapati, Tapas Mishra, et al.
Journal of International Financial Markets Institutions and Money (2024) Vol. 91, pp. 101939-101939
Open Access | Times Cited: 10
Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments
Jinxin Cui, Aktham Maghyereh, Dijia Liao
International Review of Economics & Finance (2024) Vol. 95, pp. 103470-103470
Closed Access | Times Cited: 5
Effects of Country and Geopolitical Risks on Income Inequality: Evidence from Emerging Economies
Wanshan Wu, L. Wang, Yaman Ö. Erzurumlu, et al.
Emerging Markets Finance and Trade (2022) Vol. 58, Iss. 15, pp. 4218-4230
Closed Access | Times Cited: 23
Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality
Ping Zhang, Shiqi Yin, Yezhou Sha
Journal of International Financial Markets Institutions and Money (2023) Vol. 85, pp. 101783-101783
Closed Access | Times Cited: 13
The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure
Francisco Jareño, Ana Escribano, Zaghum Umar
Humanities and Social Sciences Communications (2023) Vol. 10, Iss. 1
Open Access | Times Cited: 10
Effectiveness of Fiscal and Monetary Policies in Promoting Environmental Quality: Evidence from Five Large Emerging Economies
Chi Keung Marco Lau, Gupteswar Patel, Mantu Kumar Mahalik, et al.
Emerging Markets Finance and Trade (2023) Vol. 60, Iss. 1, pp. 203-215
Open Access | Times Cited: 10
COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market
Tao Bing, Hongkun Ma
Economic Analysis and Policy (2021) Vol. 71, pp. 384-396
Open Access | Times Cited: 25
A Nonlinear Approach to Quantifying Investor Fear in Stock Markets of BRIC
Emmanuel Asafo‐Adjei, Ahmed Bossman, Ebenezer Boateng, et al.
Mathematical Problems in Engineering (2022) Vol. 2022, pp. 1-20
Open Access | Times Cited: 16
Volatility Spillover Dynamics and Determinants between FinTech and Traditional Financial Industry: Evidence from China
Ziyao Wang, Yufei Xia, Yating Fu, et al.
Mathematics (2023) Vol. 11, Iss. 19, pp. 4058-4058
Open Access | Times Cited: 8
Unlocking Sustainable Development: Evaluating the Impact of Monetary and Fiscal Policies on Ecological Footprint in India
Muhammed Ashiq Villanthenkodath, Shreya Pal, Mohd Arshad Ansari
World Development Sustainability (2024) Vol. 5, pp. 100186-100186
Open Access | Times Cited: 2
International trade policy uncertainty spillover on stock market: Evidence from fragile five economies
Mohammad Enamul Hoque, Low Soo-Wah, Akther Uddin, et al.
Journal of International Trade & Economic Development (2022) Vol. 32, Iss. 1, pp. 104-131
Closed Access | Times Cited: 13
Volatility spillovers across sectors and their magnitude: A sector-based analysis for Australia
Duc Hong Vo
PLoS ONE (2023) Vol. 18, Iss. 6, pp. e0286528-e0286528
Open Access | Times Cited: 7
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets: A regime weighted measure and its forecast inference
Lin Wen Sheng, Gazi Salah Uddin, Ding Sen, et al.
International Review of Financial Analysis (2023) Vol. 91, pp. 102964-102964
Open Access | Times Cited: 7
Mapping Risk–Return Linkages and Volatility Spillover in BRICS Stock Markets through the Lens of Linear and Non-Linear GARCH Models
Raj Kumar Singh, Yashvardhan Singh, Satish Kumar, et al.
Journal of risk and financial management (2024) Vol. 17, Iss. 10, pp. 437-437
Open Access | Times Cited: 2
Dynamic Interconnectedness and Portfolio Implications Among Cryptocurrency, Gold, Energy, and Stock Markets: A TVP-VAR Approach
Amirreza Attarzadeh, Mugabil Isayev, Farid Irani
Sustainable Futures (2024) Vol. 8, pp. 100375-100375
Open Access | Times Cited: 2
Dynamic Risk Spillover Effect between the Carbon and Stock Markets under the Shocks from Exogenous Events
Mengli Xia, Zhang-HangJian Chen, Piao Wang
Energies (2022) Vol. 16, Iss. 1, pp. 97-97
Open Access | Times Cited: 10
Time-Frequency Connectedness in Global Banking: Volatility and Return Dynamics of BRICS and G7 Banks
Wael Dammak, Halilibrahim Gökgöz, Ahmed Jeribi
Research Square (Research Square) (2024)
Open Access | Times Cited: 1
Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index
Jan Jakub Szczygielski, Ailie Charteris, Lidia Obojska, et al.
Research in International Business and Finance (2024) Vol. 72, pp. 102448-102448
Closed Access | Times Cited: 1
High-frequency volatility connectedness and time-frequency correlation among Chinese stock and major commodity markets around COVID-19
Hongjun Zeng, Ran Lu
Investment Management and Financial Innovations (2022) Vol. 19, Iss. 2, pp. 260-273
Open Access | Times Cited: 8
Page 1 - Next Page

Scroll to top